image Afternoon Gold Fix – November 18, 2010

FMX | Connect (Reported 11/18/2010)

The following is a report of Gold Option’s activity in the Over-The- Counter and Exchange traded venues. Information is compiled and summarized below.

 

 

 





Day in Review

December Gold settled at $1353 per 100 troy ounces, a net gain of $16.10 for the day.

ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlement

 

End of Day Straddles

GC      
  Future Bid Offer
Z10 1355 21 25
F11 1355 66 70
G11 1355 93 97
J11 1355 135 139
M11 1360 170 174
Q11 1360 203 207
V11 1365 232 236
Z11 1365 260 264

 

 

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